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st: rank regression


From   R Zhang <r05zhang@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: rank regression
Date   Sun, 23 Feb 2014 19:32:12 -0500

Hi, Statalisters

a finance paper I was reading today uses rank regression , the author
states that they replace both the dependent variable and independent
variables by their respective ranks and evaluation the regression
using the ordinary least squares.

I searched "stata rank regression", and did not find anything. If you
have knowledge how to conduct such regression, please share.

thanks!

Rochelle
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